Kalnina, I; Xiu, D; (2017) Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency. Journal of the American Statistical Association , 112 (517) pp. 384-396. 10.1080/01621459.2016.1141687 .
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Medicine by Alexandros G.Sfakianakis,Anapafseos 5 Agios Nikolaos,Crete 72100,Greece,tel :00302841026182 & 00306932607174
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Κυριακή 9 Ιουλίου 2017
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
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